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Measuring investor sentiment in equity markets
12 references·11 citing·47 second hop
Measuring investor sentiment in equity markets (2006)Measuring investor sentiment in equity ma…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite? (2005)Determinants of market-assess…Consumer Confidence and Stock Returns (2003)Consumer Confidence and Stock…Risk-Neutral Skewness: Evidence from Stock Options (2002)Risk-Neutral Skewness: Eviden…Pure Contagion and Investors’ Shifting Risk Appetite: Analytical Issues and Empirical Evidence (2002)Pure Contagion and Investors’…Consumer Confidence and Stock Returns (2002)Consumer Confidence and Stock…The Investor Fear Gauge (2000)The Investor Fear GaugeInvestor Sentiment and Stock Returns (2000)Investor Sentiment and Stock …Interest Rates in the North and Capital Flows to the South: Is There a Missing Link? (1998)Interest Rates in the North a…Do Measures of Investor Sentiment Predict Returns? (1998)Do Measures of Investor Senti…Yes, Discounts on Closed-End Funds Are a Sentiment Index (1993)Yes, Discounts on Closed-End …Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Extreme sentiment and herding: Evidence from the cryptocurrency market (2022)Extreme sentiment and herding…Effect of social media rumors on stock market volatility: A case of data mining in China (2022)Effect of social media rumors…The COVID-19 pandemic and stock liquidity: Evidence from S&P 500 (2021)The COVID-19 pandemic and sto…Green bond market and Sentiment: Is there a switching Behaviour? (2021)Green bond market and Sentime…Measuring the effect of investor sentiment on liquidity (2020)Measuring the effect of inves…A systematic review of ordinary people, behavioural financial biases (2020)A systematic review of ordina…Investor sentiment in the theoretical field of behavioural finance (2019)Investor sentiment in the the…Examining the influence of stock market variables on microblogging sentiment (2015)Examining the influence of st…The relationship between market sentiment index and stock rates of return: a panel data analysis (2012)The relationship between mark…Measures Of Investor Sentiment: A Comparative Analysis Put-Call Ratio Vs. Volatility Index (2011)Measures Of Investor Sentimen…The Profitability of Analysts’ Stock Recommendations: What Role Does Investor Sentiment Play?* (2009)The Profitability of Analysts…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Business conditions and expected returns on stocks and bonds (1989)Efficient Capital Markets: II (1991)Investor Sentiment and Pre‐IPO Markets (2006)Investor Sentiment in the Stock Market (2007)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)Econometric Models and Economic Forecasts (1990)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Contagion and Trade: Why Are Currency Crises Regional? (1998)The Dynamic Pricing of Sovereign Risk in Emerging Markets (2008)Sovereign risk contagion in the Eurozone (2012)Real Economic Shocks and Sovereign Credit Risk (2016)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Model Specification and Risk Premia: Evidence from Futures Options (2007)The VIX, the variance premium and stock market volatility (2014)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Investor Sentiment and the Closed‐End Fund Puzzle (1991)Are the Discounts on Closed-End Funds a Sentiment Index? (1993)Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts (2000)Investor mood and financial markets (2010)An examination of investor sentiment effect on G7 stock market returns (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and Option Prices (2007)The Price of Correlation Risk: Evidence from Equity Options (2009)Jump risk, stock returns, and slope of implied volatility smile (2010)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)A Liquidity-Based Theory of Closed-End Funds (2008)How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data (2010)Do investors exhibit behavioral biases in investment decision making? A systematic review (2018)Do Investors Overweight Personal Experience? Evidence from IPO Subscriptions (2007)Traders' Expectations in Asset Markets: Experimental Evidence (2007)When in peril, retrench: Testing the portfolio channel of contagion (2005)Stock and Bond Returns with Moody Investors (2006)Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis (2014)
this work references cited by second hop

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 2000The Investor Fear Gauge1,097 cited
  • 2000Investor Sentiment and Stock Returns648 cited
  • 1998Do Measures of Investor Sentiment Predict Returns?516 cited
  • 2002Risk-Neutral Skewness: Evidence from Stock Options421 cited
  • 2003Consumer Confidence and Stock Returns381 cited
  • 2002Pure Contagion and Investors’ Shifting Risk Appetite: Analytical Issues and Empirical Evidence203 cited
  • 2005Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?175 cited
  • 1993Yes, Discounts on Closed-End Funds Are a Sentiment Index172 cited
  • 2002Consumer Confidence and Stock Returns114 cited
  • 1998Interest Rates in the North and Capital Flows to the South: Is There a Missing Link?106 cited

Cited by

  • 2021The COVID-19 pandemic and stock liquidity: Evidence from S&P 50085 cited
  • 2019Investor sentiment in the theoretical field of behavioural finance80 cited
  • 2011Measures Of Investor Sentiment: A Comparative Analysis Put-Call Ratio Vs. Volatility Index

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63 cited
  • 2021Green bond market and Sentiment: Is there a switching Behaviour?49 cited
  • 2015Examining the influence of stock market variables on microblogging sentiment42 cited
  • 2022Extreme sentiment and herding: Evidence from the cryptocurrency market40 cited
  • 2009The Profitability of Analysts’ Stock Recommendations: What Role Does Investor Sentiment Play?*36 cited
  • 2020Measuring the effect of investor sentiment on liquidity33 cited
  • 2012The relationship between market sentiment index and stock rates of return: a panel data analysis33 cited
  • 2022Effect of social media rumors on stock market volatility: A case of data mining in China25 cited
  • 2020A systematic review of ordinary people, behavioural financial biases22 cited